+71.6%
SM vs EQH
+226.9%
-155.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -0.2% | +1.1% | -1.3% | -1.5% |
| 30D | +20.3% | -1.1% | +21.4% | +20.2% |
| 3M | +22.9% | +25.0% | -2.1% | -3.7% |
| 6M | +47.8% | +33.9% | +14.0% | +3.7% |
| YTD | +107.5% | +11.6% | +95.9% | +70.9% |
| 1Y | +51.7% | +1.5% | +50.2% | +35.6% |
| 3Y | -0.9% | +96.7% | -97.6% | -57.4% |
| 5Y | +112.2% | +93.9% | +18.4% | -14.5% |
| All | +71.6% | +226.9% | -155.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling